I am currently estimating a cointegrating regression (DOLS), where my residuals have autocorrelation. Sometimes it is just in one or two lags, but sometimes it is more. My question is: Can I apply HAC ...
I have a set of points that I want to cluster into groups according to a number of features computed. I have distance matrix containing the distances between all different pairs of points. I have ...
Determining Optimal Number of Cluster in Hierarchical Clustering in Consideration of Variance of Data
I'm applying a Hierarchical Agglomerative Clustering (HAC) for grouping my data and I need to determine the number of the cluster automatically. To determine the optimal number of cluster, I obtain ...
I am not a statistician, so please excuse my lack of statistics knowledge/terminology. I have bunch of network nodes that I want to run cluster analysis on and identify clusters. So as far as I ...
The references I can find on HAC procedures (like Newey-West) in regression focus on the standard error of the estimated regression coefficients and hypothesis testing involving the same. I cannot ...